I can confirm the described behavior on the development version of Octave as well with gnuplot 4.6.3. Using FLTK instead shows a consistent stacking order with either shading type.

This isn't really a regression in Octave but rather some change with different versions of gnuplot. I am not familiar enough with the Octave gnuplot interface to know whether this can be fixed or if it should be reported to gnuplot instead.